Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.1: Asset-Backed Commercial Paper (ABCP) Single-Seller

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24615.90 Day 58 No 544.68 7-30 Days Y-1 22597.55 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22242.04 Day 58 No 1794.07 7-30 Days Y-2 20601.88 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38502.23 Day 58 No 3252.63 91-180 Days Y-3 38791.84 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43389.09 Day 58 No 3371.49 7-30 Days Y-4 48812.81 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28484.56 Day 58 Yes 17.96 31-90 Days Z-1 30713.88 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21796.70 Day 58 Yes 992.26 7-30 Days A-2 19621.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2568.33 Day 58 No 221.39 <7 Days A-3 2465.35 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9992.88 Day 58 Yes 303.67 <7 Days A-4 8502.07 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 772.40 Day 58 Yes 72.89 31-90 Days A-5 851.70 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31666.80 Day 58 Yes 2074.13 31-90 Days CB-1 33254.06 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25309.63 Day 58 No 503.90 <7 Days CB-2 27428.76 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8958.60 Day 58 Yes 34.98 7-30 Days CB-3 9124.30 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43676.76 Day 58 No 3096.27 <7 Days E-1 43501.63 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19076.75 Day 58 No 206.12 <7 Days E-2 19375.42 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39597.16 Day 58 No 1638.01 31-90 Days G-1 38044.79 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30014.97 Day 58 No 2704.52 7-30 Days G-2 26255.25 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14519.00 Day 58 No 1206.81 <7 Days G-3 12298.50 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4566.79 Day 58 No 198.54 7-30 Days IG-1 4308.92 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22411.78 Day 58 Yes 1563.90 31-90 Days IG-2 22289.57 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23748.11 Day 58 Yes 1924.83 <7 Days S-1 23942.25 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19400.99 Day 58 Yes 969.22 31-90 Days S-2 19202.90 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7929.99 Day 58 Yes 726.29 7-30 Days S-3 6747.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31704.80 Day 58 Yes 106.92 91-180 Days S-4 36111.42 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13153.44 Day 58 Yes 818.10 91-180 Days S-5 15649.51 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24324.54 Day 58 Yes 1316.58 31-90 Days S-6 21105.06 Full Yes Liberty International Finance Ltd. Investment Banking